Ryu, D., Webb, R.I., & Yu, J. (2024). Frequent trading and investment performance: Evidence from the KOSPI 200 futures market. Journal of Futures Markets, 44(12), 1911-1922.
Kim, K., Ryu, D., & Yu, J. (2024). Do changes in star selection criteria affect analyst behaviour? Investment Analysts Journal, 53(4), 387-406.
Yu, J., Kim, Y.-C., & Ryu, D. (2024). Left-digit biases: Individual and institutional investors. Journal of Futures Markets, 44(3), 518-532.
Kim, K., Ryu, D., & Yu, J. (2024). Star analyst activities and stock price synchronicity: Korean equity market reforms. Emerging Markets Review, 62, 101148.
Ryu, D., Webb, R.I., & Yu, J. (2024). Stock price synchronicity and market liquidity: The role of funding liquidity. Finance Research Letters, 61, 105051.
Ryu, D., Webb, R.I., & Yu, J. (2023). Who pays the liquidity cost? Central bank announcements and adverse selection. Journal of Futures Markets, 43(7), 904-924.
Song, J., Ryu, D., & Yu, J. (2023). Changes in the options contract size and arbitrage opportunities. Journal of Futures Markets, 43:1, 122-137.
Ham, H., Ryu, D., Webb, R.I., & Yu, J. (2023). How do investors react to overnight returns? Evidence from Korea. Finance Research Letters, 54, 103779.
Bang, J., Ryu, D., & Yu, J. (2023). ESG controversies and investor trading behavior in the Korean market. Finance Research Letters, 54, 103750.
Ryu, D., Webb, R.I., & Yu, J. (2022). Liquidity-adjusted value-at-risk: A comprehensive extension with microstructural liquidity components. European Journal of Finance, 28:9, 871-888.
Ryu, D., & Yu, J. (2022). Sentiment-dependent impact of funding liquidity shocks on futures market liquidity. Journal of Futures Markets, 42:1, 61-76.
Ryu, D., Yang, H., & Yu, J. (2022). Insider trading and information asymmetry: Evidence from the Korea Exchange. Emerging Markets Review, 52:Part A, 100847.
Ryu, D., Webb, R.I., & Yu, J. (2022). Foreign institutions and the behavior of liquidity following macroeconomic announcements. Finance Research Letters, 50, 103239.
Ryu, D., Webb, R.I., & Yu, J. (2022). Funding liquidity shocks and market liquidity providers. Finance Research Letters, 47:Part B, 102734.
Ryu, D., Webb, R.I., Yang, H., & Yu, J. (2022). Investors’ net buying pressure and implied volatility dynamics. Borsa Istanbul Review, 22:4, 627-640.
Kim, K., Ryu, D., & Yu, J. (2022). Is a sentiment-based trading strategy profitable? Investment Analysts Journal, 51:2, 94-107.
Ryu, D., & Yu, J. (2021). Informed options trading around holidays. Journal of Futures Markets, 41:5, 658-685.
Kim, K., Ryu, D., & Yu, J. (2021). Do sentiment trades explain overconfidence around analyst recommendation revisions? Research in International Business and Finance, 56, 101376.
Ryu, D., & Yu, J. (2021). Nonlinear effect of subordinated debt changes on bank performance. Finance Research Letters, 38, 101496.
Yu, J., & Ryu, D. (2021). Effectiveness of the Basel III framework: Procyclicality in the banking sector and macroeconomic fluctuations. Singapore Economic Review, 66:3, 855-879.
Ryu, D., & Yu, J. (2020). Hybrid bond issuances by insurance firms. Emerging Markets Review, 45, 100722.
Yu, J., & Ryu, D. (2020). Effects of commodity exchange-traded note introductions: Adjustment for seasonality. Borsa Istanbul Review, 20:3, 244-256.
Ryu, D., Webb, R.I., & Yu, J. (2020). Bank sensitivity to international regulatory reform: The case of Korea. Investment Analysts Journal, 49:2, 149-162.
Yu, J., & Ryu, D. (2019). Predicting banks' subordinated bond issuances. Romanian Journal of Economic Forecasting, 22:4, 87-99.
Ryu, D., & Yu, J. (2021). Implementation of international financial reporting standards and hybrid bond issues: The cases of life and non-life insurance companies. Journal of Insurance and Finance, 32:1, 61-90.
Yu, J., & Ryu, D. (2020). Exchange-traded notes and underlying assets markets. Korean Journal of Financial Engineering, 19:1, 1-30.
Yu, J., & Ryu, D. (2020). The effect of subordinated debt issuance on commercial bank profitability and insolvency risk. Asian Review of Financial Research, 33:1, 145-180.